+212.8%
RDDT vs PEG
+22.1%
+190.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.1% | -0.9% | +3.0% | +2.4% |
| 30D | +2.8% | -3.7% | +6.5% | +3.9% |
| 3M | -8.9% | -7.3% | -1.7% | -7.2% |
| 6M | +15.1% | -10.5% | +25.5% | +18.3% |
| YTD | -31.4% | -7.5% | -23.9% | -30.8% |
| 1Y | -39.4% | -8.7% | -30.7% | -38.8% |
| All | +212.8% | +22.1% | +190.6% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling